NAME
PDL::Opt::QP - Quadratic programming solver for PDL
SYNOPSIS
use PDL;
use PDL::NiceSlice;
use PDL::Opt::QP;
my $mu = pdl(q[ 0.0427 0.0015 0.0285 ])->transpose; # [ n x 1 ]
my $mu_0 = 0.0427;
my $dmat = pdl q[ 0.0100 0.0018 0.0011 ;
0.0018 0.0109 0.0026 ;
0.0011 0.0026 0.0199 ];
my $dvec = zeros(3);
my $amat = $mu->glue( 0, ones( 1, 3 ) )->copy;
my $bvec = pdl($mu_0)->glue( 1, ones(1) )->flat;
my $meq = pdl(2);
my $sol = qp( $dmat, $dvec, $amat, $bvec, $meq );
say "Solution: ", $sol->{x};DESCRIPTION
This routine uses Goldfarb/Idnani algorithm to solve the following minimization problem:
minimize f(x) = 0.5 * x' D x - d' x
x
optionally constrained by:
Aeq' x = a_eq
Aneq x >= b_neqFUNCTIONS
qpgen2
Signature: (dmat(m,m); dvec(m);
[o]sol(m); [o]lagr(q); [o]crval();
amat(m,q); bvec(q); int meq();
int [o]iact(q); int [o]nact();
int [o]iter(s=2); [t]work(z); int [o]ierr();
)This routine solves the quadratic programming optimization problem
minimize f(x) = 0.5 x' D x - d' x
x
optionally constrained by:
Aeq' x = a_eq
Aneq x >= b_neq.... more docs to come ....
qpgen2 ignores the bad-value flag of the input ndarrays. It will set the bad-value flag of all output ndarrays if the flag is set for any of the input ndarrays.
SEE ALSO
BUGS
Please report any bugs or suggestions at http://rt.cpan.org/
AUTHOR
Mark Grimes, <mgrimes@cpan.org>
COPYRIGHT AND LICENSE
This software is copyright (c) 2014 by Mark Grimes, <mgrimes@cpan.org>.
This is free software; you can redistribute it and/or modify it under the same terms as the Perl 5 programming language system itself.